You can’t, That’s defined in your admin panel(just look around in it before posting!) in the Options > General page as Blog title. It is the same for the whole blog.
@macbrink,
Wrong advice!
Since ALL the pages (whatever is displayed on your blog) is using the very same header.php – it won’t help for what he wants: having a different title on every page.
@moshu,
I figured that out when I tried it….
but, couldn’t you change
<h1 id="header"><a href="<?php bloginfo('url'); ?>/"><?php bloginfo('name'); ?></a></h1>
into
<h1 id="header"><a href="<?php bloginfo('url'); ?>/"><?php the_title(); ?></a></h1>
it works on my site, it’s very confusing however 😉 the title brings you back to the frontpage but this could be an answer to scamseekers question